+45.9%
UPS vs SO
+197.2%
-151.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | +17.4% | +4.7% | +12.6% | +15.6% |
| 3M | +8.2% | +1.7% | +6.5% | +7.5% |
| 6M | +17.9% | +2.2% | +15.8% | +16.8% |
| YTD | +18.7% | +10.0% | +8.7% | +14.4% |
| 1Y | +24.8% | +6.0% | +18.8% | +21.7% |
| 3Y | -4.5% | +54.1% | -58.7% | -19.6% |
| 5Y | -33.2% | +79.6% | -112.9% | -47.3% |
| All | +45.9% | +197.2% | -151.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling